Impact of Missing Data on Parameter Estimation of EM Algorithm under Rayleigh Distribution

doi:10.4028/www.scientific.net/AMM.475-476.278

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	Impact of Missing Data on Parameter Estimation of EM Algorithm under Rayleigh Distribution
	Li, Zhendong ; Li, Mengmeng
	2014
会议名称	SENSORS, MEASUREMENT AND INTELLIGENT MATERIALS II, PTS 1 AND 2
会议录名称	2013 2nd International Conference on Sensors, Measurement and lntelligent Materials, ICSMIM 2013
卷号	475-476
期号	0
页码	278-281
会议日期	2013-11-16 - 2013-11-17
会议地点	Guangzhou, China
出版地	KREUZSTRASSE 10, 8635 DURNTEN-ZURICH, SWITZERLAND
出版者	TRANS TECH PUBLICATIONS LTD
摘要	Is EM algorithm parameter estimation under Rayleigh distribution sensitive to missing data and if it is, what extent is it? By designing computer simulation methods, contrast and analyze the results of maximum likelihood estimation and EM algorithm estimation under different missing rate. It shows that the results were almost identical when the missing rate is below 0.30, but the efficiency of EM algorithm gradually deteriorates as the missing rate increases. Meanwhile the results also show that the EM algorithm is sensitive to sample size and the selection of initial value.
关键词	Missing data Rayleigh algorithm EM Parameter estimation
DOI	10.4028/www.scientific.net/AMM.475-476.278
URL	查看原文
收录类别	EI ; CPCI-S ; CPCI
语种	英语
WOS研究方向	Materials Science ; Remote Sensing
WOS类目	Materials Science, Multidisciplinary ; Remote Sensing
WOS记录号	WOS:000336106400054
原始文献类型	Proceedings Paper
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	会议论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/9754
专题	经济学院
作者单位	1.Lanzhou Univ Finance & Econ, Sch Informat Engn, Lanzhou 730020, Peoples R China; 2.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730020, Peoples R China
推荐引用方式 GB/T 7714	Li, Zhendong,Li, Mengmeng. Impact of Missing Data on Parameter Estimation of EM Algorithm under Rayleigh Distribution[C]. KREUZSTRASSE 10, 8635 DURNTEN-ZURICH, SWITZERLAND:TRANS TECH PUBLICATIONS LTD,2014:278-281.